Local Times in White Noise Analysis

DOI10.1142/9789813220942_0004MaRDI QIDQ6173278zbMATH OpenOpenAlexWikidataFDO

Authors José L. Silva, Martin Grothaus

Publication date 21 July 2023

Published in Let Us Use White Noise (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/9789813220942_0004

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) White noise theory (60H40) Local time and additive functionals (60J55) Brownian motion (60J65)

Recommendations

• Local times of self-intersection for multidimensional Brownian motion
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Cited in

(3)

• Intersection local times of independent Brownian motions as generalized white noise functionals
• Tanaka's formula and renormalization for intersections of planar Brownian motion
• Local time and related sample paths of filtered white noises

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